+1,217.4%
PANW vs LBRT
+34.6%
+1,182.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.9% | +1.6% |
| 7D | +2.0% | +2.3% | -0.3% | +1.7% |
| 30D | -11.8% | -2.9% | -8.9% | -11.6% |
| 3M | +28.6% | -26.1% | +54.7% | +31.6% |
| 6M | +104.4% | -26.2% | +130.6% | +108.7% |
| YTD | +83.8% | +13.7% | +70.1% | +79.0% |
| 1Y | +71.5% | +93.6% | -22.0% | +57.3% |
| 3Y | +172.2% | +23.2% | +148.9% | +155.2% |
| 5Y | +332.2% | +125.5% | +206.7% | +275.2% |
| All | +1,217.4% | +34.6% | +1,182.8% | +957.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling